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141.
Klaus Ziegler 《Journal of multivariate analysis》1997,62(2):233-272
Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes. 相似文献
142.
Yosihiko Ogata 《Annals of the Institute of Statistical Mathematics》1990,42(3):403-433
This paper describes a method for an objective selection of the optimal prior distribution, or for adjusting its hyper-parameter, among the competing priors for a variety of Bayesian models. In order to implement this method, the integration of very high dimensional functions is required to get the normalizing constants of the posterior and even of the prior distribution. The logarithm of the high dimensional integral is reduced to the one-dimensional integration of a cerain function with respect to the scalar parameter over the range of the unit interval. Having decided the prior, the Bayes estimate or the posterior mean is used mainly here in addition to the posterior mode. All of these are based on the simulation of Gibbs distributions such as Metropolis' Monte Carlo algorithm. The improvement of the integration's accuracy is substantial in comparison with the conventional crude Monte Carlo integration. In the present method, we have essentially no practical restrictions in modeling the prior and the likelihood. Illustrative artificial data of the lattice system are given to show the practicability of the present procedure. 相似文献
143.
Quadratically constrained minimum cross-entropy analysis 总被引:3,自引:0,他引:3
Quadratically constrained minimum cross-entropy problem has recently been studied by Zhang and Brockett through an elaborately constructed dual. In this paper, we take a geometric programming approach to analyze this problem. Unlike Zhang and Brockett, we separate the probability constraint from general quadratic constraints and use two simple geometric inequalities to derive its dual problem. Furthermore, by using the dual perturbation method, we directly prove the strong duality theorem and derive a dual-to-primal conversion formula. As a by-product, the perturbation proof gives us insights to develop a computation procedure that avoids dual non-differentiability and allows us to use a general purpose optimizer to find an-optimal solution for the quadratically constrained minimum cross-entropy analysis. 相似文献
144.
In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship. 相似文献
145.
In his celebrated paper, Polya has considered the random walk in the three-dimensional (cubic) lattice and showed that the probability of return to the origin is less than 1. Subsequent authors have shown that the probability is %34.053.... Here we consider the same random walk, with the restriction that the drunkard is only allowed to stay inxyz. It is shown that his probability of returning to the originand staying in the allowed region is %6.4844.... 相似文献
146.
The solubilities of o-, m- and p-xylene in water were measured at 25.0°C up to 250, 385, and 50 MPa, respectively. The solubility increased with increasing pressure up to 120 MPa (50 MPa for p-xylene) and then decreased. The reaction volumes, Vo accompanying the dissolution at 0.1 MPa were estimated as –3.6±0.5, –3.4±0.5, and –4.1±0.5 cm3-mol–1 for o-, m-, and p-xylene, respectively, from the pressure dependences of the solubilities. The limiting partial molar volumes, of p- and o-xylene in water under high pressure were estimated from Vo and the molar volume of the xylene. The partial molar volumes decreased with increasing pressure. The reaction volume for the formation of intra-molecular pairwise hydrophobic interaction between the methyl groups, as proposed by Ben-Naim, is discussed for the Vo of p- and o-xylene at 0.1 MPa. 相似文献
147.
Enthalpies of solution have been measured from 5 to 85°C for aqueous tetraethyl- and tetrapropylammonium bromides, and the integral heat method is employed to evaluate
for these electrolytes over a wide temperature range. Data taken from the literature have been used to evaluate
for aqueous Bu4NBr over a similar temperature range. These data, along with similar data for Me4NBr, previously reported, have been used to evaluate absolute ionic heat capacities. While the absolute values agree only qualitatively with two other methods of division, the temperature dependences of the three methods essentially agree up to 65°C. Heat capacities due to structural effects on the solvent, obtained by subtracting the inherent heat capacities of the ions, are extraordinarily positive for all four tetraalkylammonium ions and have negative temperature coefficients, indicating that all four ions, including the tetramethylammonium ion, are structure-making ions. 相似文献
148.
A novel mixed sol method was developed for the preparation of supported catalysts. Analyses by means of XRD and BET show that a 40%AgBiVMoO/γ-Al2O3 catalyst prepared by this method possessed high specific surface area and high dispersion of the active phase. As a result, high acrylic acid selectivity of 8.5% was obtained when the catalyst was used in the reaction of propane partial oxidation to acrylic acid in a fixed-bed reactor. 相似文献
149.
Densities of four aqueous NaNO3 solutions (0.100, 0.303, 0.580, 0.892 mol-kg–1 H2O) have been measured in the liquid phase with a constant-volume piezometer immersed in a precision liquid thermostat. Measurements were made at ten isotherms between 292 and 573 K. The range of pressure was 0.1–30 MPa. The total uncertainty of density, pressure, temperature, and concentration measurements were estimated to be less than 0.06%, 0.05%, 10 mK, and 0.014%, respectively. Values of saturated densities were determined by extrapolating experimental P- data to the vapor pressure at fixed temperature and composition. Apparent molar volumes were derived using measured values of density for the solutions and for pure water. The apparent molar volumes were extrapolated to zero concentration to yield partial molar volumes at infinite dilution. The temperature, pressure, and concentration dependence of partial and apparent molar volumes were studied. The measured values of density and apparent and partial molar volume were compared with data reported in the literature. 相似文献
150.
重整汽油近红外光谱的稳健偏最小二乘解析 总被引:1,自引:0,他引:1
近红外光谱(NIR)光谱复杂,组分间光谱重叠严重,目前,多元线性回归(MultipleLinearRe gression,MLR)和偏最小二乘法(PartialLeast squares,PLS)是近红外光谱分析中使用最多和效果较好的方法[1]。稳健偏最小二乘(RobustPartialLeast Squares,RPLS)是由稳健统计学构造的具有稳健性能的多元校正方法。当化学测量中引入随机异常点或误差的内在分布偏离正态分布时,它仍能给予接近最优性能的校正,确保分析结果的准确性,是消除奇异点的非常有效的方法[2-4],… 相似文献